Twenty-five articles have been selected from the first 14 volumes of the "Séminaire de Probabilités", all out of print, for their historical and/or mathematical interest. Among the many articles devoted to Martingale theory in the early volumes of the Séminaire, we have chosen to reprint those that are particularly significant from a historical point of view, as well as those that can still be useful today. They are reprinted here verbatim, with a short retrospective comment, for the benefit of researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.
the Séminaire de Probabilités from its first 25 years! Includes supplementary material: sn.pub/extras
A collection of 25 out-of-print articles from the early volumes of the Séminaire. All the papers are particularly significant from a historical point of view, and many can still be useful today. Ideal for researchers in the theory of stochastic processes, in mathematical finance, or in history of mathematics.
Michel Emery
General theory of processes Martingale Stochastic processes history of probability theory stochastic calculus stochastic process quantitative finance